Suggested Material :
Paper Strip, or Ribbon, or even a straw!!
Its just Twisting and Turning only afterall. The more longer the strips the more heavy the petals will look. The more thicker the size of the strips, the more bigger the rose will look.
But here is how to make paper roses :
2) Bend down the strip thats heading too upwards (bending either front or back doesn't matter much but i prefer bending like the picture above)
5) As it keep bending down and turning around, to start making the petals look bigger turn it upside down so you can press the petals down to hold it like my thumb in the picture. (Dont press it too hard)
6) Keep doing the same thing which is Bending it inwards and turning till it has no more strips or you cut off and attach it off (You may attach with whatever you feel best)
Suggestion, if its so hard to use gum or tape, try get some flower shells from decorative flower shops to hold the rose strips in place.
I stumbled across to have some flower shells for sale on net.